Function to implement the particle filtering method proposed by Gordsill et al. (1993).
dzim.filter(y, X, w, para, control)
response variable.
design matrix.
log(w)
is used as an offset variable in the linear predictor.
model parameters.
control arguments.
Gordon, N. J., Salmond, D. J., and Smith, A. F. M. (1993). Novel approach to nonlinear/non-Gaussian Bayesian state estimation. IEEE Proceedings, 140, 107-113.
dzim
,
dzim.fit
,
dzim.smooth
,
dzim.control
,
dzim.sim
,
dzim.plot